Formalizing Wigner’s Semicircle Law

3 Convergence of Matrix Moments

3.1 Convergence in Expectation

Lemma 3.1.1 Matrix Powers Entries

Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, for each \((i, j)\)-th entry of \(Y^{k}\), we have:

\[ (Y^{k})_{ij} = \sum _{1 \leq i_2, \ldots ,i_{k} \leq n} Y_{ii_{2}} Y_{i_{2}i_{3}}\ldots Y_{i_{k}j} \]
Proof

We proceed by induction on \(k\).

Our base case is \(k=1\), then:

\[ Y_n^1 = Y_n \quad \Rightarrow \quad [Y_n^1]_{ij} = Y_{ij}, \]

which matches the formula since the summation over zero indices just gives the term \(Y_{ij}\).

Our inductive step is to assume that the formula holds for some \(k \ge 1\), i.e.,

\[ \left[Y_n^k\right]_{ij} = \sum _{1 \le i_2, \dots , i_k \le n} Y_{i i_2} Y_{i_2 i_3} \cdots Y_{i_k j}. \]

We must show that it holds for \(k + 1\). Note that:

\begin{align*} \left[Y_n^{k+1}\right]_{ij} & = \sum _{\ell = 1}^n \left[Y_n^k\right]_{i\ell } Y_{\ell j} \\ & = \sum _{\ell = 1}^n \left( \sum _{1 \le i_2, \dots , i_k \le n} Y_{i i_2} Y_{i_2 i_3} \cdots Y_{i_k \ell } \right) Y_{\ell j} \\ & = \sum _{1 \le i_2, \dots , i_k, i_{k+1} \le n} Y_{i i_2} Y_{i_2 i_3} \cdots Y_{i_k i_{k+1}} Y_{i_{k+1} j}. \end{align*}

Thus, the formula holds for \(k + 1\).

By induction, the result holds for all \(k \ge 1\).

Lemma 3.1.2 Matrix Powers Trace

Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, the trace of \(Y^{k}\) is given by:

\[ \operatorname{Tr}[Y^{k}] = \sum _{1 \leq i_1, i_2, \ldots , i_k \leq n} Y_{i_1 i_2} Y_{i_2 i_3} \cdots Y_{i_k i_1}. \]
Proof

We can use the result from Lemma 3.1.1 to compute the trace of \(Y^k\):

\begin{align*} & \operatorname{Tr}[Y^{k}] = \sum _{i=1}^{n} (Y^{k})_{ii} = \sum _{i=1}^{n} (\sum _{1\leq i_{2}, \ldots i_{k} \leq n} Y_{i i_{2}} Y_{i_{2}i_{3}} \ldots Y_{i_{k} i}) \\ & = \sum _{1\leq i_{1}, i_{2}, \ldots , i_{k} \leq n} Y_{i_{1} i_{2}} Y_{i_{2} i_{3}} \ldots Y_{i_{k} i_{1}}. \end{align*}
Definition 3.1.3 Graphs from Multi Index
#

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). A graph \(G_{\mathbf{i}}\) is defined as follows: the vertices \(V_{\mathbf{i}}\) are the distinct elements of

\[ \left\{ i_1, i_2, \ldots , i_k\right\} , \]

and the edges \(E_{\mathbf{i}}\) are the distinct pairs among

\[ \left\{ i_1, i_2\right\} ,\left\{ i_2, i_3\right\} , \ldots ,\left\{ i_{k-1}, i_k\right\} ,\left\{ i_k, i_1\right\} . \]
Definition 3.1.4 Definition 4.2 in [ 1 ]

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). the path \(w_{\mathbf{i}}\) is the sequence

\[ w_{\mathbf{i}}=\left(\left\{ i_1, i_2\right\} ,\left\{ i_2, i_3\right\} , \ldots ,\left\{ i_{k-1}, i_k\right\} ,\left\{ i_k, i_1\right\} \right) \]

of edges from \(E_{\mathbf{i}}\)

Definition 3.1.5 Graph Edge Count

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). For any edge \(e=\{ i,j\} \) from \(E_{\mathbf{i}}\), we define the edge count \(w_{\mathbf{i}}(e)\) as the number of times each edge \(e\) is traversed, and if \((i, j) \notin E_{\mathbf{i}}\), then \(w_{\mathbf{i}}(\{ i, j\} ) = 0\).

Definition 3.1.6 Matrix Multi Index
#

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. The matrix multi index \(Y_{\mathbf{i}}\) is defined as:

\[ Y_{\mathbf{i}} = Y_{i_{1}i_{2}} Y_{i_{2}i_{3}} \ldots Y_{i_{k}i_{1}} \]
Lemma 3.1.7 Matrix Multi Index and Graph Equivalence

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. Then, we have the following:

\[ Y_{\mathbf{i}} = Y_{i_{1}i_{2}} Y_{i_{2}i_{3}} \ldots Y_{i_{k}i_{1}} = \prod _{w \in w_{\mathbf{i}}} Y_{w} \]
Proof

We see from definition \(\ref{def:graph_path}\) that the path is defined as:

\[ w_{\mathbf{i}} = (\{ i_{1}, i_{2}\} , \{ i_{2}, i_{3}\} , \ldots , \{ i_{k-1}, i_{k}\} , \{ i_{k}, i_{1}\} ). \]

if we use each each edge \(w \in w_{\mathbf{i}}\), due to symmetry, we can write the product:

\[ \prod _{w\in w_{\mathbf{i}}} Y_{w} = Y_{\{ i_{1}, i_{2}\} } Y_{\{ i_{2}, i_{3}\} } \ldots Y_{\{ i_{k-1}, i_{k}\} } Y_{\{ i_{k}, i_{1}\} } = Y_{i_{1}i_{2}} Y_{i_{2}i_{3}} \ldots Y_{i_{k}i_{1}} = Y_{\mathbf{i}} \]

as required.

Lemma 3.1.8 Graph Walk and Graph Count Equivalence

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. Then, we have the following:

\[ Y_{\mathbf{i}} = \prod _{w \in w_{\mathbf{i}}} Y_{w} = \prod _{1 \leq i \leq j \leq n} Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}. \]
Proof

Using lemma 3.1.7, we already have that \(Y_{\mathbf{i}} = \prod _{w \in w_{\mathbf{i}}} Y_{w}\). We consider the following cases for each \((i, j)\):

\((i, j) \notin w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )} = 1\), making no contribution to the product.

\((i, j) \in w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}\) is equal to the number of times the unordered edge \(\{ i, j\} \) appears in the path \(w_{\mathbf{i}}\).

These two cover all possibilities, so putting them together we obtain

\[ Y_{\mathbf i} \; =\; \prod _{1\le i\le j\le n} Y_{ij}^{\, w_{\mathbf i}(\{ i,j\} )}. \]

Indeed, if \((i,j)\notin w_{\mathbf i}\) then \(w_{\mathbf i}(\{ i,j\} )=0\) and the corresponding factor contributes \(Y_{ij}^{0}=1\), and if \((i,j)\in w_{\mathbf i}\) (hence also \((j,i)\) if \(j{\lt}i\)), the exponent \(w_{\mathbf i}(\{ i,j\} )\) counts exactly how many times the unordered edge \(\{ i,j\} \) appears in the walk, so the factor is \(Y_{ij}^{\, w_{\mathbf i}(\{ i,j\} )}\).

Because every unordered pair \(\{ i,j\} \) with \(1\le i\le j\le n\) is covered by one of these two cases and the product lists each edge exactly once.

Definition 3.1.9 Self Edges

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index. Given graph \(G_{\mathbf{i}}\), define the self-edges \(E_{\mathbf{i}}^{s}\) as:

\[ \{ \{ i, i\} \in E_{\mathbf{i}}\} , \]

the set of edges where both vertices are the same.

Definition 3.1.10 Connecting Edges

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index. Given graph \(G_{\mathbf{i}}\), define the connecting-edges \(E_{\mathbf{i}}^{c}\) as:

\[ \{ \{ i, j\} \in E_{\mathbf{i}} : i \neq j\} \]
Lemma 3.1.11 Expectation of Matrix Multi Index

Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix and let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Then, we have the following:

\[ \mathbb {E}(Y_{\mathbf{i}}) = \prod _{e_s \in E_{\mathbf{i}}^s} \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(e_s)}) \cdot \prod _{e_c \in E_{\mathbf{i}}^c} \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(e_c)}). \]
Proof
Lemma 3.1.12 Trace of Expectation of Matrix

Let \(\mathbf{Y}_{n}\) be an \(n \times n\) symmetric matrix with independent entries, where \(\{ Y_{ij}\} _{1\le i\le j}\) are independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Then, for any \(k\)-index \(\mathbf{i} \in [n]^k\), we have:

\[ \mathbb {E}(\operatorname{Tr}(\mathbf{Y}_{n}^{k})) = \sum _{1 \leq i_1, i_2, \ldots , i_k \leq n} \mathbb {E}(Y_{i_1 i_2} Y_{i_2 i_3} \cdots Y_{i_k i_1}) = \sum _{\mathbf{i} \in [n]^{k}} \mathbb {E}(Y_{i}) \]
Proof

Because each \(Y_{ij}\) is independent, we can write:

\[ \mathbb {E}(Y_{\mathbf{i}}) = \mathbb {E}\left(\prod _{1 \leq i \leq j \leq n} Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}\right) = \prod _{1 \leq i \leq j \leq n} \mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) \]

using lemma 3.1.8. Consider the following cases for each \((i, j)\) (we assume each \((i, j) \in w_{\mathbf{i}}\) since if they aren’t, then \(w_{\mathbf{i}}(i, j) = 0\) and this contributes nothing to the product):

\(\mathbf{i = j}\): in this case, we have \(Y_{ij} = Y_{ii}\), and therefore the edge \((i, i) \in E_{\mathbf{i}}^{s}\). Since each \(Y_{ii}\) is identically distributed for all \(i\), we have:

\[ \mathbb {E}(Y_{ii}) = \mathbb {E}(Y_{11}) \]

so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(i, i)})\).

\(\mathbf{i {\lt} j}\): in this case, we have \(Y_{ij} \in E_{\mathbf{i}}^{c}\). Since each non diagonal entry \(Y_{ij}\) is identically distributed for all \(i \neq j\) (and by symmetry \(Y_{ij} = Y_{ji}\)), we have:

\[ \mathbb {E}(Y_{ij}) = \mathbb {E}(Y_{12}) \]

so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(i, j)})\).

Plugging both of these cases into the earlier product over \(E_{\mathbf{i}}^{c}\) and \(E_{\mathbf{i}}^{s}\), we have:

\[ \prod _{1 \leq i \leq j \leq n} \mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \prod _{e_s \in E_{\mathbf{i}}^s} \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(e_s)}) \cdot \prod _{e_c \in E_{\mathbf{i}}^c} \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(e_c)}) \]

as required.

Definition 3.1.13 Product of Expectation of Matrix Multi Index

Let \(\mathbf{i} \in [n]^{k}\) be a \(k\)-index, \(\mathbf{i} = (i_1, i_2, \ldots , i_{k})\). Let \(Y\) be a symmetric matrix and let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. We define \(\Pi (G_{\mathbf{i}}), w_{\mathbf{i}}\) as follows:

\[ \Pi (G_{\mathbf{i}}, w_{\mathbf{i}}) = \prod _{e_s \in E_{\mathbf{i}}^s} \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(e_s)}) \cdot \prod _{e_c \in E_{\mathbf{i}}^c} \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(e_c)}) = \mathbb {E}(Y_{\mathbf{i}}). \]
Definition 3.1.14 Length \(|w_\mathbf {i}|\) : R-1-1 : def:length_of_w_i

Given a path \(w_\mathbf {i}\) generated by some \(k\)-index \(\mathbf{i}\), we let \(|w_\mathbf {i}|\) denote the length of \(w_\mathbf {i}\).

Lemma 3.1.15 \(|w_\mathbf {i}| = k\) : R-1-2 : lem:abs_w_i_eq_k

For any \(k\)-index \(\mathbf{i}\), the connected graph \(G_\mathbf {i} = (V_\mathbf {i},E_\mathbf {i})\) has at most \(k\) vertices. Furthermore

\[ |w_\mathbf {i}| \equiv \sum _{e \in E_\mathbf {i}} w_\mathbf {i}(e) = k. \]
Proof

Foremost, since the number of vertices of the graph \(G_\mathbf {i}\) are the number of distinct elements of the \(k\)-index \(\mathbf{i}\), it clearly follows that \(\# V_\mathbf {i} \leq k\). On the other hand, recall that each \(w_i(e)\) denotes the number of times the edge \(e \in E_\mathbf {i}\) is traversed by the path \(w_\mathbf {i}\). Since \(|w_\mathbf {i}| = k\) by the construction of \(w_\mathbf {i}\), it follows that

\[ |w_\mathbf {i}| \equiv \sum _{e \in E_\mathbf {i}} w_\mathbf {i}(e) = k. \]
Definition 3.1.16 Length \(|w|\) : R-1-3 : def:length_of_w
#

Given any graph \(G=(V,E)\) and a path \(w\), we let \(|w|\) denote the length of \(w\).

Definition 3.1.17 \(\mathcal{G}_k\) : R-1-4 : def:g_k

Let \(\mathcal{G}_k\) denote the set of all ordered pairs \((G,w)\) where \(G = (V,E)\) is a connected graph with at most \(k\) vertices, and \(w\) is a closed path covering \(G\) satisfying \(|w| = k\).

Lemma 3.1.18 \(w\) can be uniquely expressed : R-1-5-0 : def:w_unique

Given \((G,w) \in \mathcal{G}_k\), let us denote the path \(w\) by

\[ w = (\{ i_1,i_2\} ,\{ i_3,i_4\} ,...,\{ i_{2k-3},i_{2k-2}\} ,\{ i_{2k-1},i_{2k}\} ). \]

Then we can choose the smallest integer appearing in \(\{ i_1,i_2\} \cap \{ i_{2k-1},i_{2k}\} \) such that \(w\) takes the form

\begin{equation} \label{equation_w_unique} w = (\{ j_1,j_2\} ,\{ j_2,j_3\} ,...,\{ j_{k-1},j_k\} ,\{ j_k,j_1\} ). \end{equation}
1

Proof

There is at least one way and at most two ways to express \(w\) in the form of Equation ??. This follows from the fact that detemining the first entry \(j_1\) (for which we have two choices of \(i_1\) or \(i_2\)) of a path completely determines the remaining entries \(j_2,j_3,...,j_k\). Note that this also implies that we can not express express \(w\) in two ‘distinct’ forms of Equation ?? by starting with the same choice of \(j_1\).

Definition 3.1.19 \(k\)-index generated by \((G,w)\) : R-1-5 : def:g_k_j

Given \((G,w) \in \mathcal{G}_k\), we denote \(\mathbf{j}\) as the \(k\)-index generated by \((G,w)\) in the following way. The path \(w\) can be uniquely expressed under the condition of Lemma 3.1.18:

\[ w = (\{ j_1,j_2\} ,\{ j_2,j_3\} ,...,\{ j_{k-1},j_k\} ,\{ j_k,j_1\} ). \]

We define \(\mathbf{j} = (j_1,j_2,...,j_{k-1},j_k)\).

Definition 3.1.20 \((G_\mathbf {i},w_\mathbf {i}) = (G,w)\) : R-1-6 : def:g_k_equiv

Let \((G_\mathbf {i},w_\mathbf {i})\) be an ordered pair generated by some \(k\)-index \(\mathbf{i}\) and \((G,w) \in \mathcal{G}_k\). We say \((G_\mathbf {i},w_\mathbf {i}) = (G,w)\) if and only if there exists a bijection \(\varphi \) from the set of entries \(\mathbf{i}\) onto the set of entries \(\mathbf{j}\) such that

\[ \mathbf{i} = (i_1,...,i_k) \, \, \Longleftrightarrow \, \, \mathbf{j} = \bigl( \varphi (i_1),\varphi (i_2),...,\varphi (i_k) \bigl), \]

where \(\mathbf{j}\) is a \(k\)-index generated by \((G,w)\).

Lemma 3.1.21 \(\mathbf{i} \sim \mathbf{j} \Rightarrow \mathbb {E}(Y_\mathbf {i}) = \mathbb {E}(Y_\mathbf {j})\) : R-1-7 : lem:eq_equiv_eq_expect

Given two \(k\)-indexes \(\mathbf{i} = (i_1,...,i_k)\) and \(\mathbf{j} = (j_1,...,j_k)\), suppose there exists a bijection \(\varphi \) from the set of entries of \(\mathbf{i}\) onto the set of entries of \(\mathbf{j}\) such that

\[ \mathbf{i} = (i_1,...,i_k) \, \, \Longleftrightarrow \, \, \mathbf{j} = \bigl( \varphi (i_1),\varphi (i_2),...,\varphi (i_k) \bigl). \]

Then \(\mathbb {E}(Y_\mathbf {i}) = \mathbb {E}(Y_{\mathbf{j}})\).

Proof

Given \(Y_\mathbf {i} = Y_{i_1 i_2}Y_{i_2 i_3} \cdots Y_{i_{k-1} i_k}Y_{i_k i_1}\), we have

\[ Y_{\mathbf{j}} = Y_{j_1 j_2}Y_{j_2 j_3} \cdots Y_{j_{k-1} j_k}Y_{j_k j_1} = Y_{\varphi (i_1) \varphi (i_2)}Y_{\varphi (i_2) \varphi (i_3)} \cdots Y_{\varphi (i_{k-1}) \varphi (i_k)}Y_{\varphi (i_k) \varphi (i_1)}. \]

Observe that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} \) is a singleton and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} \) is a singleton. The fact that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} = \{ i_{\lambda _\mu },i_{\lambda _{\mu +1}} \} \) if and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} = \{ \varphi (i_{\lambda _\mu }),\varphi (i_{\lambda _{\mu +1}}) \} \) completes the proof.

Definition 3.1.22 \(|G|\) : R-1-8 : def:abs.G

Given an ordered pair \((G,w) \in \mathcal{G}_k\), we define \(|G|\) to be the number of distinct vertices in the graph \(G\).

Lemma 3.1.23 Lemma 4.3 in [ 1 ] : R-1-9 : lem:lem_4.3

Given \((G,w) \in \mathcal{G}_k\), we have

\[ \# \{ \mathbf{i} \in [n]^k : (G_\mathbf {i},w_\mathbf {i}) = (G,w) \} = n (n-1) \cdots (n - |G| + 1). \]
Proof

By the way the equivalence relation is defined in Definition 3.1.17, the fact that there are \(n (n - 1) \cdots (n -|G| + 1)\) ways to assign \(|G|\) distinct values from \([n]\) into the indices \(i_1,...,i_{|G|}\) completes the proof.

Lemma 3.1.24 Partitioning into double summation : R-1-10 : lem:equation_4.5_1
\[ \mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k) = \sum _{(G,w) \in \mathcal{G}_k} \sum _{\substack {\mathbf{i} \in [n]^k \\ (G_\mathbf {i},w_\mathbf {i}) = (G,w)}} \mathbb {E}(Y_\mathbf {i}). \]
Proof

This follows from ‘partitioning’ the summation appearing in Lemma 3.1.12 using the equivalence relation defined in Definition 3.1.20.

Definition 3.1.25 \(\Pi (G,w)\): R-1-11 : def:Pi.G.w

Given an ordered pair \((G,w) \in \mathcal{G}_k\), let \(\mathbf{j}\) be the \(k\)-index generated by \((G,w)\). We define

\[ \Pi (G,w) = \mathbb {E}(Y_\mathbf {j}). \]
Lemma 3.1.26 Re-indexing the sum with counting argument : R-1-12 : lem:equation_4.5_2
\[ \mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k) = \sum _{(G,w) \in \mathcal{G}_k} \Pi (G,w) \cdot \# \{ \mathbf{i} \in [n]^k : (G_\mathbf {i},w_\mathbf {i}) = (G,w) \} . \]
Proof

This follows from re-indexing the sum of Lemma 3.1.24 by using Lemma 3.1.21 and Lemma 3.1.23.

Lemma 3.1.27 Re-introducing the renormalization factor : R-1-13 : lem:equation_4.5_3
\[ \frac{1}{n} \mathbb {E}\operatorname{Tr}(\mathbf{X}_n^k) = \sum _{(G,w) \in \mathcal{G}_k} \Pi (G,w) \cdot \frac{n (n-1) \cdots (n - |G| + 1)}{n^{k/2+1}}. \]
Proof

Combining with the renormalization factor \(n^{-1}\) of Proposition ?? gives

\[ \frac{1}{n} \mathbb {E}\operatorname{Tr}(\mathbf{X}_n^k) = \frac{1}{n^{k/2+1}} \mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k). \]

Substituting the term \(\mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k)\) with the expression in Equation 3.1.26 gives

\[ \frac{1}{n} \mathbb {E}\operatorname{Tr}(\mathbf{X}_n^k) = \sum _{\substack {(G,w) \in \mathcal{G}_k}} \Pi (G,w) \cdot \frac{n (n-1) \cdots (n - |G| + 1)}{n^{k/2+1}}. \]
Definition 3.1.28 \(\mathcal{G}_{k, w \geq 2}\) : R-1-14 : def:g_k_ge_2

Let \(\mathcal{G}_{k,w \geq 2}\) be a subset of \(\mathcal{G}_k\) in which the walk \(w\) traverses each edge at least twice.

Lemma 3.1.29 \(\Pi (G,w) = 0\) : R-1-15 : lem:Pi.prod_eq_zero_if_w_le_two

Given an ordered pair \((G,w) \in \mathcal{G}_k\), suppose there exists an edge \(e \in E\) in which it is traversed only once in the walk \(w\). Then

\[ \Pi (G,w) = 0. \]
Proof

Let \((G,w) \in \mathcal{G}_k\) and let \(\mathbf{j}\) be the \(k\)-index generated by \((G,w)\). Suppose there exists an edge \(e \in E_\mathbf {j}\) such that \(w_\mathbf {j}(e) = 1\). This means, in Lemma ??, a singleton term \(\mathbb {E}(Y_{ij}^{w_\mathbf {j}(e)}) = \mathbb {E}(Y_{ij})\) appears. The rest of the proof follows from the assumption of Proposition ?? that \(\mathbb {E}(Y_{ij}) = 0\) for every \(i\) and \(j\).

Lemma 3.1.30 Simplifying the summation with the fact \(\Pi (G,w) = 0\) in certain cases: R-1-16 : lem:equation_4.8
\[ \frac{1}{n} \mathbb {E}\operatorname{Tr}(\mathbf{X}_n^k) = \sum _{(G,w) \in \mathcal{G}_{k, w \geq 2}} \Pi (G,w) \cdot \frac{n (n-1) \cdots (n - |G| + 1)}{n^{k/2+1}}. \]
Proof

This follows from applying the result of Lemma 3.1.29 to Lemma 3.1.27.

Lemma 3.1.31 \(\# E \leq k/2\) : R-1-17 : lem:edge_set_order_leq_k_over_two

Given an ordered pair \((G,w) \in \mathcal{G}_{k,w \geq 2}\), we must have \(\# E \leq k/2\).

Proof

Since \(|w| = k\), if each edge in \(G\) is traversed at least twice, then by construction of \(w\) the number of edges is at most \(k/2\).

Proposition 3.1.32

Let \(G=(V,E)\) be a connected finite graph. Then, \(|G|=\# V\le \# E+1\).

Proof

\(|G|= \# V\le \# E+1\): proof by induction on \(\# V\). Base case \(\# V = 1\) is obvious. For each additional vertex, the number of edges must increase by at least one for the graph to remain connected.

Proposition 3.1.33

Let \(G=(V,E)\) be a connected finite graph. Then, \(|G|=\# V=\# E+1\) if and only if \(G\) is a plane tree.

Proof

\(|G|=\# V=\# E+1\) if \(G\) is a plane tree is already in Lean: SimpleGraph.IsTree.card_edgeFinset.

\(G\) is a plane tree if \(|G|=\# V=\# E+1\): proof by induction on \(\# V\). Base case \(\# V = 1\) has no edges. Assume \(\# V = \# E + 1\) for \(\# V = k\). Now, consider a tree with \(\# V = k+1\) nodes. Removing a leaf node leaves us with a tree with \(\# V = k\) nodes. By IH, there are \(k - 1\) edges. So including the leaf node gives us \(k\) edges.

For any graph \(G = (V, E)\) appearing in the sum in Equation 4.8, \(|G| \le k/2 + 1\).

Proof

Follows directly from earlier lemmas (replacing \(\# E\) with \(k/2\)).

Lemma 3.1.35

\(n(n-1)\cdots (n-|G|+1) \le n^{|G|}\).

Proof

Use Nat.ascFactorial_eq_div. Or prove directly.

The sequence \(n\mapsto \frac1n\mathbb {E}\operatorname{Tr}(X_n^k)\) is bounded.

Proof

The only part that depends on \(n\) is the big fraction. Since we only care about \(w \ge 2\), \(|G| \le k/2 + 1\). Use the fact that the product \(n(n-1)\cdots (n-|G|+1)\) is asymptotically equal to \(n^{|G|}\) to conclude that the fraction is bounded and doesn’t explode.

Lemma 3.1.37

Suppose \(k\) odd. Then, \(|G| \le \frac{k}{2} + \frac{1}{2}\).

Proof
Lemma 3.1.38

Suppose \(k\) odd. Then, \(\frac{n(n-1)\cdots (n-|G|+1)}{n^{k/2+1}} \le \frac{1}{\sqrt{n}}\).

Proof
Proposition 3.1.39

Suppose \(k\) odd. Then, \(\lim _{n\to \infty } \frac{1}{n}\mathbb {E}\operatorname{Tr}(X_n^k) = 0\).

Proof

Since \(|G|\le \# E+1 \le k/2+1\) and \(|G|\) is an integer, it follows that \(|G|\le (k-1)/2+1 = k/2 + 1/2\). Hence, in this case, all the terms in the (finite \(n\)-independent) sum in Equation 4.8 are \(O(n^{-1/2})\)

Lemma 3.1.40

If \(k\) is even and there exists \(e\) such that \(w(e) \ge 3\), then \(\# E \le \frac{k-1}{2}\).

Proof

Let \((G,w)\in \mathcal{G}_k\) with \(w\ge 2\), and suppose \(k\) is even. If there exists a self-edge \(e\in E_s\) in \(G\), then \(|G|\le k/2\).

Proof

Since the graph \(G = (V,E)\) contains a loop, it is not a tree; it follows from Exercise ?? that \(\# V {\lt} \# E+1\). But \(w\ge 2\) implies that \(\# E\le k/2\), and so \(\# V {\lt} k/2+1\), and so \(|G| = \# V \le k/2\).

Let \((G,w)\in \mathcal{G}_k\) with \(w\ge 2\), and suppose \(k\) is even. If there exists an edge \(e\) in \(G\) with \(w(e)\ge 3\), then \(|G|\le k/2\).

Proof

The sum of \(w\) over all edges \(E\) in \(G\) is \(k\). Hence, the sum of \(w\) over \(E\setminus \{ e\} \) is \(\le k-3\). Since \(w\ge 2\), this means that the number of edges excepting \(e\) is \(\le (k-3)/2\); hence, \(\# E \le (k-3)/2+1 = (k-1)/2\). By the result of a previous lemma, this means that \(\# V \le (k-1)/2+1 = (k+1)/2\). Since \(k\) is even, it follows that \(|G|=\# V \le k/2\).

Definition 3.1.43

Let \(\mathcal{G}^{k/2+1}_k\) to be the set of pairs \((G,w)\in \mathcal{G}_k\) where \(G\) has \(k/2+1\) vertices, contains no self-edges, and the walk \(w\) crosses every edge exactly \(2\) times.

Lemma 3.1.44

\(|G_k|\) is finite.

Proof

Follows from definition.

Elements of \(G_k^{k/2+1}\) are trees.

Proof
Lemma 3.1.46

Elements of \(G_k^{k/2+1}\) have \(|E| = k/2\).

Proof

\(|\sum _{\mathcal{G}_{k}, w \ge 2} - \sum _{\mathcal{G}_k^{k/2+1}}| \le |\mathcal{G}_k|/n\).

Proof
Proposition 3.1.48

\(\frac1n\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{(G,w)\in \mathcal{G}^{k/2+1}_k} \Pi (G,w) \cdot \frac{n(n-1)\cdots (n-|G|+1)}{n^{k/2+1}} + O_k(n^{-1})\)

Proof

If \(|G| {\lt} k/2 + 1\), then there is at least one more \(n\) in the denominator than the numerator.

Proposition 3.1.49

\(\lim _{n\to \infty }\frac{n^{k/2}}{n(n-1)\cdots (n-k/2+1)} = 1\).

Proof

some lower bound stuff + other stuff?

\(\lim _{n\to \infty }\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{(G,w)\in \mathcal{G}^{k/2+1}_k} \Pi (G,w)\)

Proof

Proof: use the fact that \(|G|=k/2+1\) and \(n(n-1)\cdots (n-k/2+1) \sim n^{k/2+1}\). Limit as n approaches infinity of \(O(n^{-1/2})\) is 0.

\(\Pi (G,w) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)})\)

Proof

Follows directly.

\(\prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)}) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^2)\)

Proof

Follows directly.

Lemma 3.1.53

\(\mathbb {E}(Y_{12}^2) = t^{\# E}\)

Proof

Follows directly.

Lemma 3.1.54

\(t^{\# E} = t^{k/2}\)

Proof

Follows directly.

\(\Pi (G,w) = t^{k/2}\).

Proof

Proof slightly outdated.

Let \((G,w)\in \mathcal{G}^{k/2+1}_k\). Since \(w\) traverses each edge exactly twice, the number of edges in \(G\) is \(k/2\). Since the number of vertices is \(k/2+1\), Exercise (Prop) 4.3.1 shows that \(G\) is a tree. In particular there are no self-edges (as we saw already in Proposition 4.4).

1st equality: definition right after equation 4.4 in notes 2nd equality: proposition 4.4 (w < 3) and previous lemma (w = 1 –> 0) 3nd equality: definition (from main proposition) 4th equality: number of edges is k/2.

Proposition 3.1.56

\(\lim _{n\to \infty } \mathbb {E}\operatorname{Tr}(X_n^k) = t^{k/2}\cdot \# \mathcal{G}_k^{k/2+1}\)

Proof

Follows directly from 4.7.5 and 4.8.

Definition 3.1.57
#

A Dyck path of length \(k\) is a sequence \((d_1,...,d_k) \in \{ \pm 1\} ^k\) such that their partial sum \(\sum _{i=1}^j d_i \geq 0\) and total sum \(\sum _{i = 1}^{k}d_i = 0\). More intuitively, consider a diagonal lattice path from \((0,0)\) to \((k, 0)\) consisting of \(\frac{k}{2}\) ups and \(\frac{k}{2}\) downs such that the path never goes below thw \(x\)-axis.

Definition 3.1.58

Define a map \(\phi \) whose input is \((G, w) \in \mathcal{G}^{k/2 + 1}_k\). Then for its output, define a sequence \(\mathbf{d}=\mathbf{d}(G,w)\in \{ +1,-1\} ^k\) recursively as follows. Let \(d_1=+1\). For \(1{\lt}j\le k\), if \(w_j\notin \{ w_1,\ldots ,w_{j-1}\} \), set \(d_j=+1\); otherwise, set \(d_j=-1\); then \(\mathbf{d}(G,w) = (d_1,\ldots ,d_k)\). \(\phi ((G,w)) = \mathbf{d}(G,w)\)

\(\phi ((G,w)) = \mathbf{d}(G,w) \subseteq \mathcal{D}_k\), where \(\mathcal{D}_k\) denotes the set of Dyck path of order \(k\).

Proof

set \(P_0 = (0,0)\) and \(P_j = (j,d_1+\cdots +d_j)\) for \(1\le j\le k\); then the piecewise linear path connecting \(P_0,P_1,\ldots ,P_k\) is a lattice path. Since \((G,w)\in \mathcal{G}_k^2\), each edge appears exactly two times in \(w\), meaning that the \(\pm 1\)s come in pairs in \(\mathbf{d}(G,w)\). Hence \(d_1+\cdots +d_k=0\). What’s more, for any edge \(e\), the \(-1\) assigned to its second appearance in \(w\) comes after the \(+1\) corresponding to its first appearance; this means that the partial sums \(d_1+\cdots +d_j\) are all \(\ge 0\). That is: \(\mathbf{d}(G,w)\) is a Dyck path

Definition 3.1.60
#

Define a map \(\psi \) whose input is a Dyck path of order \(k\): \(\mathbf{d} \in \{ \pm 1\} ^k\). Then the output is viewing this Dyck path as a contour reversal of a tree where an up (\(d_i = 1\)) corresponds to visiting a child node and a down (\(d_i = -1\)) corresponds to returning to parent node.

\(\psi (\mathbf{d}_k) \subseteq \mathcal{G}^{k/2 + 1}_k\)

Proof

Use induction on the order of Dyck path \(k\) which is an even number. Assume \(\phi (\mathbf{d}_{k-2}) \subseteq \mathcal{G}_{k-2}^{k/2 -1}\). In the case of \(k\), the last two steps appended to \(\mathbf{d}_{k-2}\) has to be \(1\) followed by \(-1\) in order for \(\mathbf{d}_k\) to be a Dyck path. By induction hypothesis, this generates a graph with one extra vertex from the parent node, whose walk traversed at the last two steps of the walk.

\[ \phi \circ \psi = id_{\mathcal{D}_k} \]
Proof

Apply \(\psi \) to a given Dyck path \(\mathbf{d}\) by definition, then apply \(\phi \) to get a new sequence \(\mathbf{d}'\) such that \(d_j' = 1\) for new vertex, \(-1\) otherwise. For the original Dyck path, the new vertex is the up step corresponding to \(1\). This implies \(\phi \) recovers the original Dyck path.

\[ \psi \circ \phi = id_{\mathcal{G}^{k/2 + 1}_k} \]
Proof

The map \(\psi \) recovers the graph walk structure of the input from its Dyck path by the definition.

Lemma 3.1.64

Let \(k\) be even and let \(\mathcal{D}_k\) denote the set of Dyck paths of length \(k\)

\[ \mathcal{D}_k = \{ (d_1,\ldots ,d_k)\in \{ \pm 1\} \colon \sum _{i=1}^k d_i\ge 0\text{ for }1\le j\le j\text{, and}\sum _{i=1}^kd_i=0\} . \]

Then \((G,w)\mapsto {d}(G,w)\) is a bijection \(\mathcal{G}_k^{k/2+1}\to \mathcal{D}_k\).

Proof

obvious from the previous lemmas.

Definition 3.1.65
#
\[ C_0 = 1, \quad \text{and for } n \geq 1, \quad C_n = \sum _{k=0}^{n-1} C_k C_{n-1-k}. \]
Lemma 3.1.66

#{binary trees with \(\frac{k}{2}\) vertices} is given by Catalan number \(C_{k / 2}\)

Proof
\[ |\mathcal{D}_k| = C_{k/2} \]

where \(|\mathcal{D}_k|\) denotes the number of Dyke paths of length \(k\) while \(C_k\) is the \(k\)th Catalan number.

Proof

Given a binary tree with \(k\) nodes, perform preorder traversal: for each internal node visited, write an up-step \(U = (1,1)\). For each time return from a child, write a down-step \(D = (1,-1)\). Since every internal node has exactly two children, there are \(k/2\) \(U\)’s and \(k/2\) \(D\)’s, giving a Dyke path of length \(k\). Conversely, given a Dyck path, \(U\) is interpreted as adding new node while \(D\) is returning to the parent node.

Proposition 3.1.68
\[ |\mathcal{G}^{k/2 + 1}_k| = C_{k/2} \]
Proposition 3.1.69 Proposition 4.1 in [ 1 ]

Let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt}\infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\) and set \(t=\mathbb {E}(Y_{12}^2)\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then

\[ \lim _{n\to \infty } \frac{1}{n}\mathbb {E}\operatorname{Tr}(\mathbf{X}_n^k) = \begin{cases} t^{k/2}C_{k/2}, & k\text{ even} \\ 0, & k\text{ odd} \end{cases}. \]
Proof

3.2 Convergence in Probability

Proposition 3.2.1 Proposition 4.2 in [ 1 ]
#

Let \(\{ Y_{ij}\} _{1 \leq i \leq j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\geq 1}\) identically distributed and \(\{ Y_{ij}\} _{1 \leq i {\lt} j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt} \infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then

\[ \operatorname {Var}(\frac{1}{n}\operatorname{Tr}(\mathbf{X}_{n}^{k})) = O_{k}(\frac{1}{n^2}) \]